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When we have a series of data points indexed in time order we can define that as a “Time Series”. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Monthly rainfall data, temperature data of a certain place are some examples for time series.

In the field of predictive analytics, there are many incidents that need to analyze time series data and forecast the future values of that based on the previous values. Think of a scenario where you’ve to do a time series prediction for your business data or an incident where part of your predictive experiment contains a time series field that need to predict the future data points… There are many algorithms and machine learning models that you can use for forecasting time series values.

Autoregressive Moving Average (ARIMA), Seasonal-ARIMA, Exponential smoothing (ETS) are some algorithms that widely used for this kind of time series analysis. I’m not going to dig deep into the algorithms, trend analysis and all numbers & characteristics bound with time series. Just going to demonstrate a simple way that you can do time series analysis in your deployments using Azure ML Studio.

After adding a dataset that contains a time series data into AzureML Studio, you can perform the time series analysis and predictions by using python or R scripts. In addition to that ML Studio offers a pre-built module for Anomaly detection of time series datasets. It can learn the normal characteristics of the provided time series and detect deviations from the normal pattern.

Here I’ve used forecast R package to write code snippets enabling AzureML Studio to do TS forecasting using popular time series algorithms namely as ARIMA, Seasonal ARIMA and ETS.

The advantage of using R script for the prediction is the ability of customizing the script as you want. But if you want looking for an instant solution for doing time series prediction, there’s a custom module in Cortana Intelligence gallery to do time series forecasting.